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Topic: "derivative-free-optimization"

SciML/Optimization.jl

Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable interface.

Language: Julia - Size: 20.8 MB - Last synced at: 2 days ago - Pushed at: 3 days ago - Stars: 768 - Forks: 90

EMI-Group/evox

Distributed GPU-Accelerated Framework for Evolutionary Computation. Comprehensive Library of Evolutionary Algorithms & Benchmark Problems.

Language: Python - Size: 37.9 MB - Last synced at: 12 days ago - Pushed at: 12 days ago - Stars: 395 - Forks: 61

libprima/prima

PRIMA is a package for solving general nonlinear optimization problems without using derivatives. It provides the reference implementation for Powell's derivative-free optimization methods, i.e., COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. PRIMA means Reference Implementation for Powell's methods with Modernization and Amelioration, P for Powell.

Language: Fortran - Size: 20.5 MB - Last synced at: 3 days ago - Pushed at: 10 days ago - Stars: 344 - Forks: 44

Evolutionary-Intelligence/pypop

[CCF-A] PyPop7: A Pure-Python Library for POPulation-based Black-Box Optimization (BBO), especially *Large-Scale* variants (including evolutionary algorithms, swarm-based randomized optimizers, pattern search, and random search). [https://jmlr.org/papers/v25/23-0386.html] (Its Planned Extensions: PyCoPop7, PyNoPop7, PyPop77, and PyMePop7)

Language: Python - Size: 953 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 235 - Forks: 35

microprediction/humpday

Elo ratings for global black box derivative-free optimizers

Language: Python - Size: 3.24 MB - Last synced at: 1 day ago - Pushed at: 2 months ago - Stars: 140 - Forks: 19

bbopt/nomad

NOMAD - A blackbox optimization software

Language: C++ - Size: 294 MB - Last synced at: 17 days ago - Pushed at: 17 days ago - Stars: 130 - Forks: 24

JuliaNonconvex/Nonconvex.jl

Toolbox for gradient-based and derivative-free non-convex constrained optimization with continuous and/or discrete variables.

Language: Julia - Size: 2.31 MB - Last synced at: 26 days ago - Pushed at: about 1 year ago - Stars: 115 - Forks: 10

pdfo/pdfo

Powell's Derivative-Free Optimization solvers.

Language: Fortran - Size: 4.05 MB - Last synced at: 3 days ago - Pushed at: 24 days ago - Stars: 102 - Forks: 26

ossamaAhmed/blackbox_mpc

Sampling based Model Predictive Control package for Model-Based RL research

Language: Python - Size: 43.1 MB - Last synced at: 12 months ago - Pushed at: over 4 years ago - Stars: 50 - Forks: 7

SimpleArt/spsa

A simple implementation of SPSA with automatic learning rate tuning

Language: Python - Size: 220 KB - Last synced at: 7 days ago - Pushed at: almost 3 years ago - Stars: 33 - Forks: 0

jbrea/CMAEvolutionStrategy.jl

A julia implementation of the CMA Evolution Strategy for derivative-free optimization of potentially non-linear, non-convex or noisy functions over continuous domains.

Language: Julia - Size: 140 KB - Last synced at: 20 days ago - Pushed at: over 2 years ago - Stars: 31 - Forks: 2

SimpleArt/pyroot

Python library for root-finding in one dimension

Language: Python - Size: 655 KB - Last synced at: 7 days ago - Pushed at: 7 months ago - Stars: 16 - Forks: 1

relf/cobyla

COBYLA optimizer for Rust

Language: Rust - Size: 296 KB - Last synced at: 19 days ago - Pushed at: 12 months ago - Stars: 16 - Forks: 1

KonstantinRiedl/CBOGlobalConvergenceAnalysis

Numerical illustration of a novel analysis framework for consensus-based optimization (CBO) and numerical experiments demonstrating the practicability of the method

Language: MATLAB - Size: 18.2 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 11 - Forks: 3

optiprofiler/optiprofiler

Benchmarking optimization solvers.

Language: MATLAB - Size: 9.75 MB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 8 - Forks: 1

bbopt/sgtelib

Surrogate model library for Derivative-Free Optimization

Language: C++ - Size: 4.96 MB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 8 - Forks: 5

caesarcai/ZORO

Zeroth-Order Regularized Optimization (ZORO): Approximately Sparse Gradients and Adaptive Sampling

Language: Python - Size: 62.5 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 8 - Forks: 5

Ahmed-Bayoumy/OMADS

OMADS - A blackbox optimization python package

Language: Python - Size: 62.8 MB - Last synced at: 9 days ago - Pushed at: 11 days ago - Stars: 5 - Forks: 0

blockwise-direct-search/bds

Blockwise Direct Search (MATLAB version)

Language: MATLAB - Size: 7.88 MB - Last synced at: 3 days ago - Pushed at: 4 days ago - Stars: 3 - Forks: 11

inikishev/torchzero

Modular optimization library for PyTorch. I changed the API a lot and that will soon be pushed here💀

Language: Python - Size: 1.03 MB - Last synced at: 6 days ago - Pushed at: 6 days ago - Stars: 3 - Forks: 0

KonstantinRiedl/PSOAnalysis

Numerical analysis of Particle Swarm Optimization (PSO) and numerical experiments demonstrating the practicability of the method

Language: MATLAB - Size: 4.73 MB - Last synced at: 10 days ago - Pushed at: almost 2 years ago - Stars: 3 - Forks: 1

FilippoAiraldi/global-optimization

Myopic and non-myopic Global Optimization via IDW and RBF surrogate models

Language: Python - Size: 61.3 MB - Last synced at: 15 days ago - Pushed at: 4 months ago - Stars: 2 - Forks: 0

dhchenx/Catla

The Catla Project

Language: Java - Size: 63.1 MB - Last synced at: 29 days ago - Pushed at: over 4 years ago - Stars: 2 - Forks: 0

zaikunzhang/prima Fork of libprima/prima

This is a mirror of https://github.com/libprima/prima.

Language: Fortran - Size: 21.2 MB - Last synced at: 3 days ago - Pushed at: 10 days ago - Stars: 1 - Forks: 0

s-prima/prima Fork of libprima/prima

This is a mirror of https://github.com/libprima/prima.

Language: Fortran - Size: 20.5 MB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 1 - Forks: 0

equipez/prima Fork of libprima/prima

This is a mirror of https://github.com/libprima/prima.

Language: Fortran - Size: 20.5 MB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 1 - Forks: 1

asyncde/asyncde

Asynchronous Differential Evolution

Language: C++ - Size: 114 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 1 - Forks: 0

thieu1995/deforce

deforce: Derivative-Free Algorithms for Optimizing Cascade Forward Neural Networks

Language: Python - Size: 187 KB - Last synced at: 9 days ago - Pushed at: 5 months ago - Stars: 1 - Forks: 2

Realife-Brahmin/WSU-Convex-Nonlinear-Nonsmooth-Analysis-and-Optimization

Convex, Nonsmooth, Nonlinear Optimization Solver and Problems

Language: Julia - Size: 88.5 MB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 1 - Forks: 0

Ahmed-Bayoumy/SLML

Statistical learning models library for blackbox optimization

Language: Python - Size: 1.95 MB - Last synced at: 8 days ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

atdurkin/oodx

Object-Orientated Derivative-Free Optimisation

Language: Python - Size: 12.6 MB - Last synced at: about 2 months ago - Pushed at: almost 2 years ago - Stars: 1 - Forks: 0

vtopt/vtdirect95

Serial and Parallel Codes for the Global Optimization Algorithm DIRECT

Language: Fortran - Size: 366 KB - Last synced at: about 1 year ago - Pushed at: almost 3 years ago - Stars: 1 - Forks: 0

VCL3D/nevergrad Fork of alexd314/nevergrad

Nevergrad Optimizer Benchmarking for 3D Performance Capture

Size: 282 MB - Last synced at: about 2 years ago - Pushed at: about 4 years ago - Stars: 1 - Forks: 0

libprima/prima

This is a mirror of https://github.com/libprima/prima .

Last synced at: almost 2 years ago - Stars: 1 - Forks: 0

zequipe/prima Fork of libprima/prima

This is a mirror of https://github.com/libprima/prima.

Language: Fortran - Size: 20.5 MB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 0 - Forks: 0

primalib/prima Fork of libprima/prima

This is a mirror of https://github.com/libprima/prima.

Language: Fortran - Size: 20.6 MB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 0 - Forks: 0

primapack/prima Fork of libprima/prima

This is a mirror of https://github.com/libprima/prima.

Language: Fortran - Size: 20.5 MB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 0 - Forks: 0

libsprima/prima Fork of libprima/prima

This is a mirror of https://github.com/libprima/prima.

Language: Fortran - Size: 20.5 MB - Last synced at: 10 days ago - Pushed at: 10 days ago - Stars: 0 - Forks: 0

blockwise-direct-search/bds_development

Arhiva of the MATLAB version of Blockwise Direct Search

Language: MATLAB - Size: 68.4 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

0x4249/LMBGE

Julia code for running the numerical experiment in Subsection 4.6.2 of Brian Irwin's PhD thesis.

Language: Julia - Size: 7.81 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

s53809/Derivative-Free_Optimization

Solving TSP through Genetic Algorithms and Simulated annealing

Language: ShaderLab - Size: 5.58 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

0x4249/NNAIF

Python code for running the numerical experiments in the paper "Neural Network Accelerated Implicit Filtering: Integrating Neural Network Surrogates With Provably Convergent Derivative Free Optimization Methods" by Brian Irwin, Eldad Haber, Raviv Gal, and Avi Ziv.

Language: Jupyter Notebook - Size: 718 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

KonstantinRiedl/CBOSaddlePoints

A consensus-based optimization methods for saddle point problems (CBO-SP)

Language: MATLAB - Size: 14.6 KB - Last synced at: almost 2 years ago - Pushed at: almost 2 years ago - Stars: 0 - Forks: 0

libprima/.github

PRIMA: Reference Implementation for Powell's methods with Modernization and Amelioration

Size: 6.84 KB - Last synced at: almost 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 2

EPFL-RT-Driverless/pyGLIS

A reimplementation of the derivative-free global optimization algorithm GLIS adjusted for the needs of the team

Language: Python - Size: 48.8 KB - Last synced at: almost 2 years ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

bbopt/StoMADS

StoMADS algorithm for stochastic blackbox optimization

Language: MATLAB - Size: 85 KB - Last synced at: about 1 year ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

acristofari/ord

Derivative-free solver for the minimization of a function over the convex hull of a set of vectors

Language: MATLAB - Size: 107 KB - Last synced at: over 1 year ago - Pushed at: almost 3 years ago - Stars: 0 - Forks: 0

Giovanny-Encinia/Metodos_numericos

Algoritmos de métodos numéricos, se pueden encontrar métodos como búsqueda de raíces, métodos de derivación, integración, métodos para encontrar eigenvalores, etc.

Language: C - Size: 29.8 MB - Last synced at: over 1 year ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 0

maxEntropyProd/hyperBOB

Optimization using MPI parallel Latin hypercube sampling and BOBYQA

Language: Fortran - Size: 51.8 KB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0

RPGupta30/One-Dimensional-Optimization-Technique

Language: Python - Size: 1.95 KB - Last synced at: over 1 year ago - Pushed at: almost 5 years ago - Stars: 0 - Forks: 0

kimukook/alpha-dogs

This repo implements AlphaDOGS algorithm to optimize the objective function computed from a time-averaged statistics.

Language: Python - Size: 502 KB - Last synced at: over 1 year ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 0

amkatrutsa/shift4sai_krylov

Practical shift choice for Shift-And-Invert method

Language: Jupyter Notebook - Size: 22.3 MB - Last synced at: about 2 years ago - Pushed at: over 5 years ago - Stars: 0 - Forks: 3

Related Topics
optimization 23 blackbox-optimization 12 zeroth-order-optimization 10 powell 10 optimization-algorithms 8 nonlinear-optimization 8 prima 8 black-box-optimization 7 numerical-optimization 7 constrained-optimization 6 gradient-free-optimization 6 matlab 6 global-optimization 6 python 6 simulation-based-optimization 5 bobyqa 4 unconstrained-optimization 4 machine-learning 4 metaheuristics 4 classification 4 direct-search 3 genetic-algorithm 3 uobyqa 3 numerical-analysis 3 stochastic-optimization 3 evolutionary-algorithms 3 newuoa 3 surrogate-based-optimization 3 lincoa 3 numerical-methods 3 blackbox-optimizer 3 particle-swarm-optimization 3 cobyla 3 bayesian-optimization 2 modern-fortran 2 optimization-methods 2 automatic-differentiation 2 evolutionary-algorithm 2 fortran 2 solver 2 mathematical-algorithms 2 derivative-free 2 gradient-descent 2 high-dimensional 2 illustration 2 non-convex-optimization 2 surrogate 2 surrogate-model-based-optimization 2 surrogate-modelling 2 surrogate-models 2 pytorch 2 population-based-optimization 2 gradient-estimation 2 benchmark 2 neural-networks 2 consensus-optimization 2 differential-evolution 2 derivative-based-optimization 2 mpi 2 random-search 1 evolutionary-strategies 1 gpu-acceleration 1 evolution-strategies 1 gym 1 jax 1 multi-objective-optimization 1 neuroevolution 1 estimation-of-distribution-algorithms 1 continuous-optimization 1 ray 1 class 1 consensus-based-optimization 1 second-order-optimization 1 optimizers 1 discrete-optimization 1 large-scale-optimization 1 gradient-based-optimisation 1 implicit-differentiation 1 interior-point-optimizer 1 method-of-moving-asymptotes 1 mixed-integer-nonlinear-programming 1 nonlinear-programming 1 genetic-algorithms 1 semidefinite-programming 1 surrogate-assisted-optimization 1 simulation 1 brax 1 evolutionary-computation 1 evolutionary-optimization 1 evolutionary-reinforcement-learinig 1 benchmarking-framework 1 benchmark-suite 1 mads 1 benchmark-framework 1 omads 1 zeroth-order-method 1 cascade-forward-networks 1 root-finding 1 cfnn 1 omp-parallel 1